Results 171 to 180 of about 11,519 (249)
Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]
PLoS OnePing WY, Hu YW, Luo LQ.
europepmc +1 more source
Regulatory Arbitrage in Cross-Border Banking Mergers within the EU
, 2010 Santiago Carbó Valverde +2 more
openalex +1 more source
Journal of Economic Surveys, EarlyView.ABSTRACT Cryptocurrency markets are known for their wide price fluctuations, lack of central control, and fast‐paced development. These characteristics present serious challenges to traditional theories about how markets work and how prices reflect available information.
Giulia Fantini, Joy Jia, Chiara Oldani
wiley +1 more source
Médiation et arbitrage dans les services financiers : conseil en placement et gestion de fortune
, 2018 Luc Thévenoz
openalex +1 more source
Asymptotic Exponential Arbitrage in the Schwartz Commodity Futures Model [PDF]
, 2019 Tesfamariam Tadesse Welemical +2 more
openalex +1 more source
The Monetary Policy–Commodities Nexus: A Survey
Journal of Economic Surveys, EarlyView.ABSTRACT This survey synthesizes evidence on the bidirectional links between commodity markets and monetary policy. On the commodities‐to‐policy side, we review how shocks to energy, food, and metals pass through to inflation, inflation expectations, economic activity, and financial stability in state‐dependent ways that vary by shock type, exposure ...
Martin T. Bohl +2 more
wiley +1 more source
Tackling the (un)affordability of medicines for cardiometabolic risk factors worldwide: a call to action. [PDF]
BMJ Glob HealthJames N +6 more
europepmc +1 more source
The Journal of Finance, EarlyView.ABSTRACT This paper establishes that mutual funds strategically time their trades in environmental, social, and governance (ESG) stocks around disclosure dates to inflate their sustainability ratings. This claim is supported by three empirical findings.
GIANPAOLO PARISE, MIRCO RUBIN
wiley +1 more source
Anomalies and Their Short‐Sale Costs
The Journal of Finance, EarlyView.ABSTRACT Short‐sale costs eliminate the abnormal returns on asset pricing anomaly portfolios. While many anomalies persist out‐of‐sample before accounting for short‐sale costs, they cannot be exploited with long‐short strategies due to stock borrow fees.
DMITRIY MURAVYEV +2 more
wiley +1 more source